Mean–variance portfolio optimization using machine learning-based stock price prediction

An improved brainstorm optimization using chaotic opposite-based learning with disruption operator for global optimization and feature selection

(2020) Diego Oliva et al.   SOFT COMPUTING

A parallel variable neighborhood search algorithm with quadratic programming for cardinality constrained portfolio optimization

(2020) Mehmet Anil Akbay et al.   KNOWLEDGE-BASED SYSTEMS

Stock market movement forecast: A Systematic review

(2020) O Bustos et al.   EXPERT SYSTEMS WITH APPLICATIONS

Novel Chaotic Bat Algorithm for Forecasting Complex Motion of Floating Platforms

(2019) Wei-Chiang Hong et al.   APPLIED MATHEMATICAL MODELLING

A novel hybrid stock selection method with stock prediction

(2019) Fengmei Yang et al.   APPLIED SOFT COMPUTING

Fetal electrocardiogram modeling using hybrid evolutionary firefly algorithm and extreme learning machine

(2019) Majid Akhavan-Amjadi   MULTIDIMENSIONAL SYSTEMS AND SIGNAL PROCESSING

Combining Principal Component Analysis, Discrete Wavelet Transform and XGBoost to trade in the financial markets

(2019) João Nobre et al.   EXPERT SYSTEMS WITH APPLICATIONS

Genetic and firefly metaheuristic algorithms for an optimized neuro-fuzzy prediction modeling of wildfire probability

(2019) Abolfazl Jaafari et al.   JOURNAL OF ENVIRONMENTAL MANAGEMENT

A Two-Layer Nonlinear Combination Method for Short-Term Wind Speed Prediction Based on ELM, ENN, and LSTM

(2019) Min-Rong Chen et al.   IEEE Internet of Things Journal

Cascading logistic regression onto gradient boosted decision trees for forecasting and trading stock indices

(2019) Feng Zhou et al.   APPLIED SOFT COMPUTING

Remaining Useful Life Prediction of Lithium-Ion Batteries Using Support Vector Regression Optimized by Artificial Bee Colony

(2019) Yingzhou Wang et al.   IEEE TRANSACTIONS ON VEHICULAR TECHNOLOGY

Stock intelligent investment strategy based on support vector machine parameter optimization algorithm

(2019) Xuetao Li et al.   NEURAL COMPUTING & APPLICATIONS

A steel property optimization model based on the XGBoost algorithm and improved PSO

(2019) Kai Song et al.   COMPUTATIONAL MATERIALS SCIENCE

Short-term wind power forecasting based on support vector machine with improved dragonfly algorithm

(2019) Ling-Ling Li et al.   JOURNAL OF CLEANER PRODUCTION

A hybrid approach for portfolio selection with higher-order moments: Empirical evidence from Shanghai Stock Exchange

(2019) Bilian Chen et al.   EXPERT SYSTEMS WITH APPLICATIONS

Portfolio formation with preselection using deep learning from long-term financial data

(2019) Wuyu Wang et al.   EXPERT SYSTEMS WITH APPLICATIONS

A novel hybrid heuristic algorithm for a new uncertain mean-variance-skewness portfolio selection model with real constraints

(2018) Wei Chen et al.   APPLIED INTELLIGENCE

A novel chaotic salp swarm algorithm for global optimization and feature selection

(2018) Gehad Ismail Sayed et al.   APPLIED INTELLIGENCE

Deep learning with long short-term memory networks for financial market predictions

(2018) Thomas Fischer et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

A novel hybrid ICA-FA algorithm for multi-period uncertain portfolio optimization model based on multiple criteria

(2018) Wei Chen et al.   IEEE TRANSACTIONS ON FUZZY SYSTEMS

A hybrid support vector regression–firefly model for monthly rainfall forecasting

(2018) A. Danandeh Mehr et al.   International Journal of Environmental Science and Technology

Firefly Algorithm Applied to Noncollinear Magnetic Phase Materials Prediction

(2018) Adam Payne et al.   Journal of Chemical Theory and Computation

Ensemble learning: A survey

(2018) Omer Sagi et al.   Wiley Interdisciplinary Reviews-Data Mining and Knowledge Discovery

An Adaptive SVR for High-Frequency Stock Price Forecasting

(2018) Yanhui Guo et al.   IEEE Access

Support vector regression with modified firefly algorithm for stock price forecasting

(2018) Jun Zhang et al.   APPLIED INTELLIGENCE

Hybrid Variational Mode Decomposition and evolutionary robust kernel extreme learning machine for stock price and movement prediction on daily basis

(2018) Ranjeeta Bisoi et al.   APPLIED SOFT COMPUTING

Decision-making for financial trading: A fusion approach of machine learning and portfolio selection

(2018) Felipe Dias Paiva et al.   EXPERT SYSTEMS WITH APPLICATIONS

A novel hybrid model for hourly global solar radiation prediction using random forests technique and firefly algorithm

(2017) Ibrahim Anwar Ibrahim et al.   ENERGY CONVERSION AND MANAGEMENT

Bayesian estimation of the global minimum variance portfolio

(2017) Taras Bodnar et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

The Firefly Algorithm with Gaussian Disturbance and Local Search

(2017) Li Lv et al.   Journal of Signal Processing Systems for Signal Image and Video Technology

A hybrid FA–SA algorithm for fuzzy portfolio selection with transaction costs

(2016) Wei Chen et al.   ANNALS OF OPERATIONS RESEARCH

Stock trend prediction based on a new status box method and AdaBoost probabilistic support vector machine

(2016) Xiao-dan Zhang et al.   APPLIED SOFT COMPUTING

Taiwanese export trade forecasting using firefly algorithm based K-means algorithm and SVR with wavelet transform

(2016) R.J. Kuo et al.   COMPUTERS & INDUSTRIAL ENGINEERING

Forecasting holiday daily tourist flow based on seasonal support vector regression with adaptive genetic algorithm

(2015) Rong Chen et al.   APPLIED SOFT COMPUTING

Using mixture design and neural networks to build stock selection decision support systems

(2015) Yi-Cheng Liu et al.   NEURAL COMPUTING & APPLICATIONS

Forecasting stock returns based on information transmission across global markets using support vector machines

(2015) M. Thenmozhi et al.   NEURAL COMPUTING & APPLICATIONS

A new NN-PSO hybrid model for forecasting Euro/Dollar exchange rate volatility

(2015) Ehsan Hajizadeh et al.   NEURAL COMPUTING & APPLICATIONS

Twenty years of linear programming based portfolio optimization

(2013) Renata Mansini et al.   EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

Multiple-output support vector regression with a firefly algorithm for interval-valued stock price index forecasting

(2013) Tao Xiong et al.   KNOWLEDGE-BASED SYSTEMS

Support vector regression with chaos-based firefly algorithm for stock market price forecasting

(2012) Ahmad Kazem et al.   APPLIED SOFT COMPUTING

Portfolio optimization problems in different risk measures using genetic algorithm

(2009) Tun-Jen Chang et al.   EXPERT SYSTEMS WITH APPLICATIONS

GSA: A Gravitational Search Algorithm

(2009) Esmat Rashedi et al.   INFORMATION SCIENCES